-28.0%
DPZ vs TMF
-87.3%
+59.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +3.0% | +5.3% |
| 7D | +10.1% | +4.0% | +6.1% | +9.8% |
| 30D | +14.6% | +19.5% | -4.8% | +13.1% |
| 3M | -6.8% | -3.5% | -3.2% | -6.6% |
| 6M | +4.4% | -10.6% | +15.0% | +5.1% |
| YTD | -16.8% | -17.1% | +0.2% | -15.9% |
| 1Y | -14.5% | -24.3% | +9.8% | -13.0% |
| 3Y | -1.1% | -27.2% | +26.1% | -0.2% |
| 5Y | -28.0% | -87.6% | +59.6% | -22.1% |
| All | -28.0% | -87.3% | +59.3% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling